相关论文: DRP scheme optimization
We discuss the distributed matching scheme in accelerators where control of transverse beam phase space, oscillation, and transport is accomplished by flexible distribution of focusing elements beyond dedicated matching sections. Besides…
In this study,a new method was presented by developing Reduced differential transform method in order to find approximate solution of partial differential equations. Here, RDTM with fixed grid size algorithm was developed for the first time…
This paper presents an optimization approach based on the mixed-integer programming (MIP) to maximize the profit of the Microgrid (MG) while minimizing the risk in profit (RIP) in the presence of demand response program (DRP). RIP is…
Many high-dimensional optimisation problems exhibit rich geometric structures in their set of minimisers, often forming smooth manifolds due to over-parametrisation or symmetries. When this structure is known, at least locally, it can be…
We propose a new approach to competitive analysis in online scheduling by introducing the novel concept of competitive-ratio approximation schemes. Such a scheme algorithmically constructs an online algorithm with a competitive ratio…
The Matching Augmentation Problem (MAP) has recently received significant attention as an important step towards better approximation algorithms for finding cheap $2$-edge connected subgraphs. This has culminated in a…
We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.
When approximating elliptic problems by using specialized approximation techniques, we obtain large structured matrices whose analysis provides information on the stability of the method. Here we provide spectral and norm estimates for…
Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…
In modern engineering scenarios, there is often a strict upper bound on the number of algorithm iterations that can be performed within a given time limit. This raises the question of optimal algorithmic configuration for a fixed and finite…
Due to the practical importance of vehicle routing problems (VRP), there exists an ever-growing body of research in algorithms and (meta)heuristics for solving such problems. However, the diversity of VRP domains creates the separate…
Partially observable Markov decision processes (POMDPs) are a natural model for planning problems where effects of actions are nondeterministic and the state of the world is not completely observable. It is difficult to solve POMDPs…
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
We study decision rule approximations for generic multi-stage robust linear optimization problems. We consider linear decision rules for the case when the objective coefficients, the recourse matrices, and the right-hand sides are…
We present a novel methodology for convex optimization algorithm design using ideas from electric RLC circuits. Given an optimization problem, the first stage of the methodology is to design an appropriate electric circuit whose…
In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite…
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…
We develop a one step matrix method in order to obtain approximate solutions of first order systems and non-linear ordinary differential equations, reducible to first order systems. We find a sequence of such solutions that converge to the…
We propose a Projected Proximal Point Algorithm (ProPPA) for solving a class of optimization problems. The algorithm iteratively computes the proximal point of the last estimated solution projected into an affine space which itself is…
In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without…